+70.1%
SE vs SWKS
-1.9%
+72.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -5.4% |
| 7D | -1.2% | -9.2% | +8.0% | +0.1% |
| 30D | -21.7% | -1.9% | -19.7% | -21.5% |
| 3M | -34.2% | +21.2% | -55.4% | -37.0% |
| 6M | -10.5% | +12.9% | -23.4% | -14.6% |
| YTD | -40.7% | +30.7% | -71.5% | -46.0% |
| 1Y | -52.1% | +14.1% | -66.2% | -54.7% |
| All | +70.1% | -1.9% | +72.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling